196 lines
5.8 KiB
C++
196 lines
5.8 KiB
C++
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: wjr@google.com (William Rucklidge)
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//
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// This file contains tests for the GradientChecker class.
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#include "ceres/gradient_checker.h"
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#include <cmath>
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#include <cstdlib>
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#include <vector>
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#include "ceres/cost_function.h"
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#include "ceres/random.h"
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#include "glog/logging.h"
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#include "gtest/gtest.h"
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namespace ceres {
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namespace internal {
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using std::vector;
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// We pick a (non-quadratic) function whose derivative are easy:
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//
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// f = exp(- a' x).
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// df = - f a.
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//
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// where 'a' is a vector of the same size as 'x'. In the block
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// version, they are both block vectors, of course.
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class GoodTestTerm : public CostFunction {
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public:
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GoodTestTerm(int arity, int const *dim) : arity_(arity) {
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// Make 'arity' random vectors.
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a_.resize(arity_);
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for (int j = 0; j < arity_; ++j) {
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a_[j].resize(dim[j]);
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for (int u = 0; u < dim[j]; ++u) {
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a_[j][u] = 2.0 * RandDouble() - 1.0;
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}
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}
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for (int i = 0; i < arity_; i++) {
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mutable_parameter_block_sizes()->push_back(dim[i]);
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}
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set_num_residuals(1);
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}
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bool Evaluate(double const* const* parameters,
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double* residuals,
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double** jacobians) const {
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// Compute a . x.
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double ax = 0;
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for (int j = 0; j < arity_; ++j) {
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for (int u = 0; u < parameter_block_sizes()[j]; ++u) {
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ax += a_[j][u] * parameters[j][u];
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}
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}
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// This is the cost, but also appears as a factor
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// in the derivatives.
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double f = *residuals = exp(-ax);
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// Accumulate 1st order derivatives.
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if (jacobians) {
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for (int j = 0; j < arity_; ++j) {
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if (jacobians[j]) {
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for (int u = 0; u < parameter_block_sizes()[j]; ++u) {
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// See comments before class.
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jacobians[j][u] = - f * a_[j][u];
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}
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}
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}
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}
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return true;
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}
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private:
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int arity_;
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vector<vector<double> > a_; // our vectors.
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};
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class BadTestTerm : public CostFunction {
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public:
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BadTestTerm(int arity, int const *dim) : arity_(arity) {
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// Make 'arity' random vectors.
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a_.resize(arity_);
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for (int j = 0; j < arity_; ++j) {
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a_[j].resize(dim[j]);
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for (int u = 0; u < dim[j]; ++u) {
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a_[j][u] = 2.0 * RandDouble() - 1.0;
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}
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}
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for (int i = 0; i < arity_; i++) {
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mutable_parameter_block_sizes()->push_back(dim[i]);
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}
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set_num_residuals(1);
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}
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bool Evaluate(double const* const* parameters,
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double* residuals,
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double** jacobians) const {
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// Compute a . x.
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double ax = 0;
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for (int j = 0; j < arity_; ++j) {
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for (int u = 0; u < parameter_block_sizes()[j]; ++u) {
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ax += a_[j][u] * parameters[j][u];
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}
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}
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// This is the cost, but also appears as a factor
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// in the derivatives.
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double f = *residuals = exp(-ax);
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// Accumulate 1st order derivatives.
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if (jacobians) {
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for (int j = 0; j < arity_; ++j) {
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if (jacobians[j]) {
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for (int u = 0; u < parameter_block_sizes()[j]; ++u) {
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// See comments before class.
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jacobians[j][u] = - f * a_[j][u] + 0.001;
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}
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}
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}
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}
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return true;
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}
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private:
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int arity_;
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vector<vector<double> > a_; // our vectors.
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};
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TEST(GradientChecker, SmokeTest) {
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srand(5);
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// Test with 3 blocks of size 2, 3 and 4.
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int const arity = 3;
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int const dim[arity] = { 2, 3, 4 };
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// Make a random set of blocks.
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FixedArray<double*> parameters(arity);
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for (int j = 0; j < arity; ++j) {
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parameters[j] = new double[dim[j]];
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for (int u = 0; u < dim[j]; ++u) {
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parameters[j][u] = 2.0 * RandDouble() - 1.0;
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}
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}
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// Make a term and probe it.
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GoodTestTerm good_term(arity, dim);
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typedef GradientChecker<GoodTestTerm, 1, 2, 3, 4> GoodTermGradientChecker;
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EXPECT_TRUE(GoodTermGradientChecker::Probe(
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parameters.get(), 1e-6, &good_term, NULL));
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BadTestTerm bad_term(arity, dim);
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typedef GradientChecker<BadTestTerm, 1, 2, 3, 4> BadTermGradientChecker;
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EXPECT_FALSE(BadTermGradientChecker::Probe(
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parameters.get(), 1e-6, &bad_term, NULL));
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for (int j = 0; j < arity; j++) {
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delete[] parameters[j];
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}
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}
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} // namespace internal
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} // namespace ceres
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